Morgan Stanley Put 400 2FE 21.03..../  DE000MJ0BNV1  /

Stuttgart
08/11/2024  21:11:56 Chg.-0.021 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.147EUR -12.50% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 400.00 EUR 21/03/2025 Put
 

Master data

WKN: MJ0BNV
Issuer: Morgan Stanley
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Put
Strike price: 400.00 EUR
Maturity: 21/03/2025
Issue date: 27/08/2024
Last trading day: 21/03/2025
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -25.62
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.26
Parity: -0.18
Time value: 0.16
Break-even: 383.70
Moneyness: 0.96
Premium: 0.08
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 8.67%
Delta: -0.34
Theta: -0.08
Omega: -8.64
Rho: -0.57
 

Quote data

Open: 0.164
High: 0.170
Low: 0.147
Previous Close: 0.168
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.55%
1 Month
  -31.63%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.234 0.147
1M High / 1M Low: 0.234 0.125
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.181
Avg. volume 1W:   0.000
Avg. price 1M:   0.158
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   214.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -